-5.1%
DASH vs FLUT
-57.9%
+52.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.4% | -10.8% | -9.9% |
| 7D | +0.5% | +4.8% | -4.3% | -1.3% |
| 30D | -7.1% | +8.8% | -15.9% | -10.2% |
| 3M | -13.2% | -10.7% | -2.5% | -10.3% |
| 6M | +8.3% | -19.7% | +28.0% | +14.9% |
| YTD | -20.6% | -61.4% | +40.9% | +9.8% |
| 1Y | -24.4% | -61.6% | +37.2% | +3.9% |
| 3Y | +94.5% | -51.4% | +145.9% | +136.7% |
| 5Y | -9.4% | -51.0% | +41.6% | -3.4% |
| All | -5.1% | -57.9% | +52.8% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FLUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling